Robert Wilkins
2008-Nov-24 20:34 UTC
[R] Estimating the standard error when you have sampling weights.
Hi, Where can I find information ( freely available on the Internet , and also books or other sources ) on how having sampling weights changes the calculation of the standard error (of means and proportions)? How good is R for this type of procedure? And SAS? thanks Robert [[alternative HTML version deleted]]
David Winsemius
2008-Nov-25 13:51 UTC
[R] Estimating the standard error when you have sampling weights.
I am having difficulty thinking that you cannot find general material by doing a Google search, but can tell you from memory that the US National Center for Health Statistics publishes on the WWW quite a bit of information about their survey methods. For an R-centric answer: Have you looked at the survey package that Lumley created? Doing help.search("sampling") I also see that wtd.mean is available in Harrell's Hmisc. The help page for that function also has useful links. -- David Winsemius On Nov 24, 2008, at 3:34 PM, Robert Wilkins wrote:> Hi, > > Where can I find information ( freely available on the Internet , > and also > books or other sources ) on how having sampling weights changes the > calculation of the standard error (of means and proportions)? > > How good is R for this type of procedure? And SAS? > > thanks > > Robert > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Thomas Lumley
2008-Nov-25 21:05 UTC
[R] Estimating the standard error when you have sampling weights.
On Mon, 24 Nov 2008, Robert Wilkins wrote:> Hi, > > Where can I find information ( freely available on the Internet , and also > books or other sources ) on how having sampling weights changes the > calculation of the standard error (of means and proportions)? >Alan Zaslavsky keeps a comprehensive list of software for complex surveys, at http://www.hcp.med.harvard.edu/statistics/survey-soft/ Although I'm biased, I think the 'survey' package in R is better than either SPSS or SAS for this purpose. The main competition would be Stata and the specialised packages such as SUDAAN and WesVar. If you just want means and proportions, though, any of the software would be perfectly adequate. The PEAS project at Napier University has some nice introductory material, although some of their software comparisons are a bit out of date: http://www.napier.ac.uk/depts/fhls/peas/ -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle